+5,014.8%
CRS vs BG
+1,181.2%
+3,833.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -0.5% | +0.5% | -1.1% | -1.0% |
| 30D | -18.1% | +10.3% | -28.4% | -22.5% |
| 3M | -12.4% | -1.9% | -10.5% | -12.7% |
| 6M | +15.9% | +5.2% | +10.7% | +10.8% |
| YTD | +45.8% | +41.2% | +4.7% | +19.1% |
| 1Y | +87.8% | +50.5% | +37.2% | +46.7% |
| 3Y | +648.7% | +19.9% | +628.8% | +535.8% |
| 5Y | +1,416.6% | +86.7% | +1,329.9% | +891.7% |
| 10Y | +1,412.7% | +167.5% | +1,245.2% | +693.6% |
| All | +5,014.8% | +1,181.2% | +3,833.6% | +1,746.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling